JEPI vs. ROCQ
JEPI (JPMorgan Equity Premium Income ETF) and ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) are both exchange-traded funds - JEPI is a Dividend fund actively managed by JPMorgan, while ROCQ is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Their 0.26 correlation means their historical movements had little consistent relationship. Both charge a 0.35% expense ratio.
Performance
JEPI vs. ROCQ - Performance Comparison
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Returns By Period
JEPI
- 1D
- 0.00%
- 1M
- 1.78%
- 6M
- 2.60%
- YTD
- 5.04%
- 1Y
- 10.49%
- 3Y*
- 9.69%
- 5Y*
- 7.44%
- 10Y*
- —
- ALL TIME*
- 11.36%
ROCQ
- 1D
- 1.61%
- 1M
- 1.31%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $281.46M | $266.57M | $294.72M | |
| $14.29M | $11.15M | $11.71M |
JEPI vs. ROCQ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
JEPI JPMorgan Equity Premium Income ETF | 4.67% |
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 16.94% |
Correlation
The correlation between JEPI and ROCQ is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.26 |
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Return for Risk
JEPI vs. ROCQ — Risk / Return Rank
JEPI
ROCQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JEPI vs. ROCQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEPI | ROCQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | — | — |
| Martin ratioReturn relative to average drawdown | 4.47 | — | — |
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Drawdowns
JEPI vs. ROCQ - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, which is greater than ROCQ's maximum drawdown of -8.05%. Use the drawdown chart below to compare losses from any high point for JEPI and ROCQ.
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Drawdown Indicators
| JEPI | ROCQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.71% | -8.05% | -5.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -1.45% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -2.13% | -1.58% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | — | — |
Volatility
JEPI vs. ROCQ - Volatility Comparison
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Volatility by Period
| JEPI | ROCQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.21% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.08% | 20.02% | -11.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.11% | 20.02% | -8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.73% | 20.02% | -9.29% |
JEPI vs. ROCQ - Expense Ratio Comparison
Both JEPI and ROCQ have an expense ratio of 0.35%.
Dividends
JEPI vs. ROCQ - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 7.99%, more than ROCQ's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.99% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 4.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPI and ROCQ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JEPI and ROCQ have the same expense ratio: 0.35% per year.
JEPI has the higher dividend yield at 7.99%, compared with 4.30% for ROCQ.
JEPI is categorized as Dividend, while ROCQ is Nasdaq-100.
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